I'm about to contact the police

This man is threatening me and all, I'm on this sugar daddy site, I've been talking to this guy for a while, told him about my financial situation, and he paid $400 on my credit card. Then he goes and says go get a gift card and send it to me, which I know that scam. I told him I'm not doing it. So now he keeps texting me. This man lives 700 miles away. Saying he's going to report me, like how? When you were trying to SCAM me.